Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GMWAX (GMO GLOBAL ASSET ALLOCATION FUND CLASS III) | 12.65% | 29.47% | 17.31% | 7.55% | 8.10% | 6.69% | 6.39% | … | … |
Data as of 06/04/2026, Common starting date is 10/22/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMWAX (GMO GLOBAL ASSET ALLOCATION FUND CLASS III) | 10/22/1996 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.86 | 29.47 | 17.31 | 7.55 | 8.10 | 6.69 | 6.39 | … | … | 12.65 | 23.40 | 5.12 | 16.17 | -12.70 | 7.03 | 6.15 | 17.70 | -7.21 | 15.47 | 5.64 | -4.27 | 1.31 | 12.54 | 10.40 | 1.87 | 7.17 | 22.39 | -19.58 | 8.85 | 12.11 | 9.47 | 12.25 | 25.15 | -1.91 | -5.94 | -3.98 | 6.05 | -10.15 | -4.22 | 2.22 |
| Sharpe Ratio | NA | 3.03 | 1.53 | 0.52 | 0.63 | NA | NA | … | … | 2.77 | 2.07 | 0.18 | 1.53 | -1.13 | 0.82 | 0.30 | 2.47 | -1.07 | 3.99 | 0.65 | -0.47 | 0.20 | 1.81 | 1.41 | 0.15 | 0.68 | 1.84 | -1.41 | 0.61 | 1.30 | 1.17 | 1.17 | 3.44 | -0.33 | -0.72 | -0.75 | 0.15 | -0.79 | -0.51 | 1.24 |
| Standard Deviation(%) | NA | 8.79 | 9.24 | 9.74 | 10.26 | NA | NA | … | … | 10.53 | 9.95 | 8.26 | 8.26 | 12.50 | 8.60 | 19.58 | 6.57 | 8.03 | 3.73 | 8.33 | 9.09 | 6.58 | 6.91 | 7.38 | 12.14 | 10.40 | 12.10 | 14.55 | 9.38 | 6.74 | 6.16 | 9.64 | 7.10 | 9.26 | 11.84 | 10.99 | 17.97 | 17.31 | 15.46 | 6.94 |
| Draw Down(%) | NA | 6.87 | 9.10 | 22.47 | 25.12 | NA | NA | … | … | 6.87 | 9.10 | 5.30 | 6.99 | 21.47 | 6.44 | 25.12 | 4.63 | 13.25 | 1.20 | 6.32 | 11.05 | 7.05 | 5.98 | 7.01 | 9.20 | 9.48 | 12.31 | 23.01 | 6.69 | 6.49 | 4.02 | 7.70 | 6.18 | 16.90 | 19.59 | 11.68 | 19.86 | 28.89 | 20.10 | 2.78 |
| Yield(%) | 0.00 | 5.34 | 5.68 | 4.46 | 13.96 | 10.52 | 8.75 | … | … | 0.00 | 5.74 | 5.08 | 6.01 | 3.17 | 6.22 | 4.05 | 4.54 | 3.35 | 2.57 | 7.02 | 8.25 | 8.96 | 2.62 | 2.91 | 2.66 | 1.97 | 4.33 | 12.95 | 9.81 | 6.98 | 7.09 | 4.34 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.12 |
Data as of 06/04/2026, Common starting date is 10/22/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMWAX (GMO GLOBAL ASSET ALLOCATION FUND CLASS III) |
-9.31%
Sep 1997 – Sep 2000 |
-7.17%
Sep 1997 – Sep 2002 |
2.51%
Apr 1999 – Apr 2009 |
2.67%
Jul 1997 – Jul 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMWAX (GMO GLOBAL ASSET ALLOCATION FUND CLASS III) |
17.74%
May 2023 – May 2026 |
14.00%
Oct 2002 – Oct 2007 |
8.84%
Mar 2003 – Mar 2013 |
7.84%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart